Sökning: "Zafer Demirtas"

Hittade 1 uppsats innehållade orden Zafer Demirtas.

  1. 1. Managing Risk with Energy Commodities using Value-at-Risk and Extreme Value Theory

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Alexander Noshkov; Zafer Demirtas; [2017]
    Nyckelord :Energy Commodities; Value-at-Risk VaR ; Extreme Value Theory EVT ; Peaks over Threshold POT ; Volatility Weighted Historical Simulation VWHS ; GARCH; EGARCH; TGARCH; Business and Economics;

    Sammanfattning : Today’s society requires an endless supply of energy resources to keep functioning properly. The fluctuations in the prices of energy commodities are always a concern as it affects not only investors, but regular households as well. LÄS MER